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Volume 53, Issue 5
16 June 2026
Journal of Economic Studies Cover Image for Volume 53, Issue 5
Research Article| March 20 2026

Fuzzy Adomian decomposition method for solving the Black–Scholes equation

ORCID logo 0000-0003-0229-3807
Sumitra Panda
Department of Mathematics, Siksha ‘O’ Anusandhan University
, Bhubaneswar,
India
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Author & Article Information
Sumitra Panda can be contacted at: sumitrapanda400@gmail.com
Publisher: Emerald Publishing
Received: February 24 2025
Revision Received: April 14 2025
Revision Received: May 01 2025
Accepted: May 03 2025
Online ISSN: 1758-7387
Print ISSN: 0144-3585
© Emerald Publishing Limited
2026
Emerald Publishing Limited
Licensed re-use rights only
Journal of Economic Studies (2026) 53 (5): 877–891.
https://doi.org/10.1108/JES-02-2025-0122
Article history
Received:
February 24 2025
Revision Received:
April 14 2025
Revision Received:
May 01 2025
Accepted:
May 03 2025
Purpose

The purpose of this study is to discuss analytic fuzzy Black–Scholes equation is discussed.

Design/methodology/approach

Fuzzy decomposition method is used in this study to solve fuzzy Black–Scholes equation.

Findings

Various results for solving Black–Scholes equation are discussed.

Originality/value

This work provides useful insights that can help other researchers.

Keywords: Fuzzy Black–Scholes equation, Fuzzy differential equations, Adomian decomposition method, Fuzzy option pricing, Uncertainty in finance, Fuzzy set theory, Stochastic processes, Fuzzy volatility, Fuzzy interest rates, Analytical solution
© Emerald Publishing Limited
2026
Emerald Publishing Limited
Licensed re-use rights only
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